Description: Often an investor is offered an annuity for a fixed purchase price. The computation of the yield rate implied by this transaction must presently be computed by an iteration scheme, usually on a computer. With reasonable parameters, the problem of determining the yield rate can be readily solved with a desk calculator. From the Actuarial Research Clearing House 1982, Vol.1.

Description: The minimum distance estimator proposed allows for the selection of the best fitting family member without prior distributional assumptions. It is shown that this estimator is consistent and can be made either robust or asymptotically efficient. Its asymptotic distribution is derived and and illustrated with automobile insurance data. From the Actuarial Research Clearing House 1990 Vol. 1

Description: This paper shows the mortality element can be partially isolated allowing an exact annuity value to be readily obtained at any interest rate. From the Actuarial Research Clearing House 1979, Vol.2.

Description: This article considers the challenges that need to be addressed in the cost analysis of long range social insurance programs, which in the US is now over a period of 75 years. The main thrust of this paper is the consideration of population changes however, the effects of economic elements cannot be ignored. From Actuarial Research Clearing House, 1984 Volume No. 1.

Description: In this paper, a general multivariate duration analysis is introduced that does not depend on a mathematical formulation of the way in which a yield curve moves. Consequently, complete price sensitivity information is derived which is equally applicable in all yield curve environments. In addition, this model is practical and relatively easy to apply. From the Actuarial Research Clearing House ARCH 1989 Vol. 2.

Description: This paper discusses the marketing implications of the baby boom generation and the aging of the Canadian population in general. From the Actuarial Research Clearing House 1991, Vol.1.

Description: This paper presents a new method for blending census and Medicare mortality rates for the U.S. Decennial Life Tables. From the Actuarial Research Clearing House 1992 Vol. 2 .

Description: This paper is a proof of a conjecture that appeared in a letter to the Editor of The Actuary. From the Actuarial Research Clearing House 1991 Vol.

Description: This paper proves the formula representing the present value of an annuity of 1 per year payable m times per year as l - v divided by the interest factor that corresponds to the timing of the payments is seen to hold regardless of the relationship between the payment frequency and the compounding frequency. From the Actuarial Research Clearing House, 1994, Vol. 2.

Description: The author comments on the article Exposure Formulas Based on the Assumption of Uniform Distribution of Deaths written by T.N.E. Greville.